Expectation (math)
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The expectation of random variable <math>X</math> with probability density function <math>f(x)</math> is
- <math>
\mbox{E}[X] =\int\limits_{-\infty}^\infty x f(x)dx. </math> This is also the mean of random variable <math>X</math>.
The expectation with respect to some function <math>g(X)</math> is
- <math>
\mbox{E}[g(X)] =\int\limits_{-\infty}^\infty g(x) f(x)dx. </math>